I’ve been giving my FOREX trading a rest and have been playing with mechanical trading systems which I’ve developed using languages that I’m happy with (I’m not 100% happy with MQL4). I’ve mostly been running my mechanical systems over stocks. The stocks that I’ve been using as my test pool are the ones that Alpari provides in metatrader demo as well as all the current stocks on the Australian Stock Exchange. Unfortunately I’ve only got access to the Yahoo historical data, so that’s what I’ve been working with. It’s very interesting working with the different indicators and candlesticks and testing them across a large range of stocks, it’s also interesting how useless some of the indicators are when you run them across a large range of stocks.
I’ve also become quite interested in the way stocks work in cycles, one that I read about last night was the lunar cycle and how it relates to trading… I haven’t yet figured out if this stuff is just a bit of a load of crap, though I’m planning to look into it a bit closer and possibly run some simulations.